+493.0%
FCX vs HWM
+1,166.3%
-673.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.2% |
| 7D | -4.9% | +3.4% | -8.3% | -6.9% |
| 30D | -17.1% | -7.5% | -9.6% | -14.0% |
| 3M | -12.7% | -28.9% | +16.2% | +3.1% |
| 6M | -2.0% | -19.6% | +17.6% | +7.7% |
| YTD | +18.1% | +0.6% | +17.5% | +13.8% |
| 1Y | +55.2% | +0.3% | +54.8% | +49.6% |
| 3Y | +74.3% | +326.1% | -251.8% | -31.3% |
| 5Y | +71.9% | +525.2% | -453.3% | -46.0% |
| 10Y | +498.4% | +1,492.9% | -994.5% | -5.8% |
| All | +493.0% | +1,166.3% | -673.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling